A mixed-integer quadratically-constrained programming model for the distribution system expansion planning

This paper presents a mixed-integer quadratically-constrained programming (MIQCP) model to solve the distribution system expansion planning (DSEP) problem. The DSEP model considers the construction/reinforcement of substations, the construction/reconductoring of circuits, the allocation of fixed capacitors banks and the radial topology modification. As the DSEP problem is a very complex mixed-integer non-linear programming problem, it is convenient to reformulate it like a MIQCP problem; it is demonstrated that the proposed formulation represents the steady-state operation of a radial distribution system. The proposed MIQCP model is a convex formulation, which allows to find the optimal solution using optimization solvers. Test systems of 23 and 54 nodes and one real distribution system of 136 nodes were used to show the efficiency of the proposed model in comparison with other DSEP models available in the specialized literature. (C) 2014 Elsevier Ltd. All rights reserved.

Application-oriented Mixed Integer Non-Linear Programming

In the most recent years there is a renovate interest for Mixed Integer Non-Linear Programming (MINLP) problems. This can be explained for different reasons: (i) the performance of solvers handling non-linear constraints was largely improved; (ii) the awareness that most of the applications from the real-world can be modeled as an MINLP problem; (iii) the challenging nature of this very general class of problems. It is well-known that MINLP problems are NP-hard because they are the generalization of MILP problems, which are NP-hard themselves. However, MINLPs are, in general, also hard to solve in practice. We address to non-convex MINLPs, i.e. having non-convex continuous relaxations: the presence of non-convexities in the model makes these problems usually even harder to solve. The aim of this Ph.D. thesis is to give a flavor of different possible approaches that one can study to attack MINLP problems with non-convexities, with a special attention to real-world problems. In Part 1 of the thesis we introduce the problem and present three special cases of general MINLPs and the most common methods used to solve them. These techniques play a fundamental role in the resolution of general MINLP problems. Then we describe algorithms addressing general MINLPs. Parts 2 and 3 contain the main contributions of the Ph.D. thesis. In particular, in Part 2 four different methods aimed at solving different classes of MINLP problems are presented. Part 3 of the thesis is devoted to real-world applications: two different problems and approaches to MINLPs are presented, namely Scheduling and Unit Commitment for Hydro-Plants and Water Network Design problems. The results show that each of these different methods has advantages and disadvantages. Thus, typically the method to be adopted to solve a real-world problem should be tailored on the characteristics, structure and size of the problem. Part 4 of the thesis consists of a brief review on tools commonly used for general MINLP problems, constituted an integral part of the development of this Ph.D. thesis (especially the use and development of open-source software). We present the main characteristics of solvers for each special case of MINLP.

A study on set variable representations in constraint programming

Il lavoro presentato in questa tesi si colloca nel contesto della programmazione con vincoli, un paradigma per modellare e risolvere problemi di ricerca combinatoria che richiedono di trovare soluzioni in presenza di vincoli. Una vasta parte di questi problemi trova naturale formulazione attraverso il linguaggio delle variabili insiemistiche. Dal momento che il dominio di tali variabili può essere esponenziale nel numero di elementi, una rappresentazione esplicita è spesso non praticabile. Recenti studi si sono quindi focalizzati nel trovare modi efficienti per rappresentare tali variabili. Pertanto si è soliti rappresentare questi domini mediante l'uso di approssimazioni definite tramite intervalli (d'ora in poi rappresentazioni), specificati da un limite inferiore e un limite superiore secondo un'appropriata relazione d'ordine. La recente evoluzione della ricerca sulla programmazione con vincoli sugli insiemi ha chiaramente indicato che la combinazione di diverse rappresentazioni permette di raggiungere prestazioni di ordini di grandezza superiori rispetto alle tradizionali tecniche di codifica. Numerose proposte sono state fatte volgendosi in questa direzione. Questi lavori si differenziano su come è mantenuta la coerenza tra le diverse rappresentazioni e su come i vincoli vengono propagati al fine di ridurre lo spazio di ricerca. Sfortunatamente non esiste alcun strumento formale per paragonare queste combinazioni. Il principale obiettivo di questo lavoro è quello di fornire tale strumento, nel quale definiamo precisamente la nozione di combinazione di rappresentazioni facendo emergere gli aspetti comuni che hanno caratterizzato i lavori precedenti. In particolare identifichiamo due tipi possibili di combinazioni, una forte ed una debole, definendo le nozioni di coerenza agli estremi sui vincoli e sincronizzazione tra rappresentazioni. Il nostro studio propone alcune interessanti intuizioni sulle combinazioni esistenti, evidenziandone i limiti e svelando alcune sorprese. Inoltre forniamo un'analisi di complessità della sincronizzazione tra minlex, una rappresentazione in grado di propagare in maniera ottimale vincoli lessicografici, e le principali rappresentazioni esistenti.

Portfolio Approaches in Constraint Programming

Recent research has shown that the performance of a single, arbitrarily efficient algorithm can be significantly outperformed by using a portfolio of —possibly on-average slower— algorithms. Within the Constraint Programming (CP) context, a portfolio solver can be seen as a particular constraint solver that exploits the synergy between the constituent solvers of its portfolio for predicting which is (or which are) the best solver(s) to run for solving a new, unseen instance. In this thesis we examine the benefits of portfolio solvers in CP. Despite portfolio approaches have been extensively studied for Boolean Satisfiability (SAT) problems, in the more general CP field these techniques have been only marginally studied and used. We conducted this work through the investigation, the analysis and the construction of several portfolio approaches for solving both satisfaction and optimization problems. We focused in particular on sequential approaches, i.e., single-threaded portfolio solvers always running on the same core. We started from a first empirical evaluation on portfolio approaches for solving Constraint Satisfaction Problems (CSPs), and then we improved on it by introducing new data, solvers, features, algorithms, and tools. Afterwards, we addressed the more general Constraint Optimization Problems (COPs) by implementing and testing a number of models for dealing with COP portfolio solvers. Finally, we have come full circle by developing sunny-cp: a sequential CP portfolio solver that turned out to be competitive also in the MiniZinc Challenge, the reference competition for CP solvers.

A mixed-integer linear programming approach to the optimization of event-bus schedules: a scheduling application in the tourism sector

This paper deals with “The Enchanted Journey,” which is a daily event tour booked by Bollywood-film fans. During the tour, the participants visit original sites of famous Bollywood films at various locations in Switzerland; moreover, the tour includes stops for lunch and shopping. Each day, up to five buses operate the tour. For operational reasons, however, two or more buses cannot stay at the same location simultaneously. Further operative constraints include time windows for all activities and precedence constraints between some activities. The planning problem is how to compute a feasible schedule for each bus. We implement a two-step hierarchical approach. In the first step, we minimize the total waiting time; in the second step, we minimize the total travel time of all buses. We present a basic formulation of this problem as a mixed-integer linear program. We enhance this basic formulation by symmetry-breaking constraints, which reduces the search space without loss of generality. We report on computational results obtained with the Gurobi Solver. Our numerical results show that all relevant problem instances can be solved using the basic formulation within reasonable CPU time, and that the symmetry-breaking constraints reduce that CPU time considerably.

Relational and Allegorical Semantics for Constraint Logic Programming

El cálculo de relaciones binarias fue creado por De Morgan en 1860 para ser posteriormente desarrollado en gran medida por Peirce y Schröder. Tarski, Givant, Freyd y Scedrov demostraron que las álgebras relacionales son capaces de formalizar la lógica de primer orden, la lógica de orden superior así como la teoría de conjuntos. A partir de los resultados matemáticos de Tarski y Freyd, esta tesis desarrolla semánticas denotacionales y operacionales para la programación lógica con restricciones usando el álgebra relacional como base. La idea principal es la utilización del concepto de semántica ejecutable, semánticas cuya característica principal es el que la ejecución es posible utilizando el razonamiento estándar del universo semántico, este caso, razonamiento ecuacional. En el caso de este trabajo, se muestra que las álgebras relacionales distributivas con un operador de punto fijo capturan toda la teoría y metateoría estándar de la programación lógica con restricciones incluyendo los árboles utilizados en la búsqueda de demostraciones. La mayor parte de técnicas de optimización de programas, evaluación parcial e interpretación abstracta pueden ser llevadas a cabo utilizando las semánticas aquí presentadas. La demostración de la corrección de la implementación resulta extremadamente sencilla. En la primera parte de la tesis, un programa lógico con restricciones es traducido a un conjunto de términos relacionales. La interpretación estándar en la teoría de conjuntos de dichas relaciones coincide con la semántica estándar para CLP. Las consultas contra el programa traducido son llevadas a cabo mediante la reescritura de relaciones. Para concluir la primera parte, se demuestra la corrección y equivalencia operacional de esta nueva semántica, así como se define un algoritmo de unificación mediante la reescritura de relaciones. La segunda parte de la tesis desarrolla una semántica para la programación lógica con restricciones usando la teoría de alegorías—versión categórica del álgebra de relaciones—de Freyd. Para ello, se definen dos nuevos conceptos de Categoría Regular de Lawvere y _-Alegoría, en las cuales es posible interpretar un programa lógico. La ventaja fundamental que el enfoque categórico aporta es la definición de una máquina categórica que mejora e sistema de reescritura presentado en la primera parte. Gracias al uso de relaciones tabulares, la máquina modela la ejecución eficiente sin salir de un marco estrictamente formal. Utilizando la reescritura de diagramas, se define un algoritmo para el cálculo de pullbacks en Categorías Regulares de Lawvere. Los dominios de las tabulaciones aportan información sobre la utilización de memoria y variable libres, mientras que el estado compartido queda capturado por los diagramas. La especificación de la máquina induce la derivación formal de un juego de instrucciones eficiente. El marco categórico aporta otras importantes ventajas, como la posibilidad de incorporar tipos de datos algebraicos, funciones y otras extensiones a Prolog, a la vez que se conserva el carácter 100% declarativo de nuestra semántica. ABSTRACT The calculus of binary relations was introduced by De Morgan in 1860, to be greatly developed by Peirce and Schröder, as well as many others in the twentieth century. Using different formulations of relational structures, Tarski, Givant, Freyd, and Scedrov have shown how relation algebras can provide a variable-free way of formalizing first order logic, higher order logic and set theory, among other formal systems. Building on those mathematical results, we develop denotational and operational semantics for Constraint Logic Programming using relation algebra. The idea of executable semantics plays a fundamental role in this work, both as a philosophical and technical foundation. We call a semantics executable when program execution can be carried out using the regular theory and tools that define the semantic universe. Throughout this work, the use of pure algebraic reasoning is the basis of denotational and operational results, eliminating all the classical non-equational meta-theory associated to traditional semantics for Logic Programming. All algebraic reasoning, including execution, is performed in an algebraic way, to the point we could state that the denotational semantics of a CLP program is directly executable. Techniques like optimization, partial evaluation and abstract interpretation find a natural place in our algebraic models. Other properties, like correctness of the implementation or program transformation are easy to check, as they are carried out using instances of the general equational theory. In the first part of the work, we translate Constraint Logic Programs to binary relations in a modified version of the distributive relation algebras used by Tarski. Execution is carried out by a rewriting system. We prove adequacy and operational equivalence of the semantics. In the second part of the work, the relation algebraic approach is improved by using allegory theory, a categorical version of the algebra of relations developed by Freyd and Scedrov. The use of allegories lifts the semantics to typed relations, which capture the number of logical variables used by a predicate or program state in a declarative way. A logic program is interpreted in a _-allegory, which is in turn generated from a new notion of Regular Lawvere Category. As in the untyped case, program translation coincides with program interpretation. Thus, we develop a categorical machine directly from the semantics. The machine is based on relation composition, with a pullback calculation algorithm at its core. The algorithm is defined with the help of a notion of diagram rewriting. In this operational interpretation, types represent information about memory allocation and the execution mechanism is more efficient, thanks to the faithful representation of shared state by categorical projections. We finish the work by illustrating how the categorical semantics allows the incorporation into Prolog of constructs typical of Functional Programming, like abstract data types, and strict and lazy functions.

Parallelizing irregular and pointer-based computations automatically: perspectives from logic and constraint programming

Irregular computations pose sorne of the most interesting and challenging problems in automatic parallelization. Irregularity appears in certain kinds of numerical problems and is pervasive in symbolic applications. Such computations often use dynamic data structures, which make heavy use of pointers. This complicates all the steps of a parallelizing compiler, from independence detection to task partitioning and placement. Starting in the mid 80s there has been significant progress in the development of parallelizing compilers for logic pro­gramming (and more recently, constraint programming) resulting in quite capable paralle­lizers. The typical applications of these paradigms frequently involve irregular computations, and make heavy use of dynamic data structures with pointers, since logical variables represent in practice a well-behaved form of pointers. This arguably makes the techniques used in these compilers potentially interesting. In this paper, we introduce in a tutoríal way, sorne of the problems faced by parallelizing compilers for logic and constraint programs and provide pointers to sorne of the significant progress made in the area. In particular, this work has resulted in a series of achievements in the areas of inter-procedural pointer aliasing analysis for independence detection, cost models and cost analysis, cactus-stack memory management, techniques for managing speculative and irregular computations through task granularity control and dynamic task allocation such as work-stealing schedulers), etc.

Some challenges for constraint programming

We propose a number of challenges for future constraint programming systems, including improvements in implementation technology (using global analysis based optimization and parallelism), debugging facilities, and the extensión of the application domain to distributed, global programming. We also briefly discuss how we are exploring techniques to meet these challenges in the context of the development of the CIAO constraint logic programming system.

Strategic directions in constraint programming

An abstract is not available.

A framework for assertion-based debugging in constraint logic programming

We propose a general framework for assertion-based debugging of constraint logic programs. Assertions are linguistic constructions which allow expressing properties of programs. We define assertion schemas which allow writing (partial) specifications for constraint logic programs using quite general properties, including user-defined programs. The framework is aimed at detecting deviations of the program behavior (symptoms) with respect to the given assertions, either at compile-time or run-time. We provide techniques for using information from global analysis both to detect at compile-time assertions which do not hold in at least one of the possible executions (i.e., static symptoms) and assertions which hold for all possible executions (i.e., statically proved assertions). We also provide program transformations which introduce tests in the program for checking at run-time those assertions whose status cannot be determined at compile-time. Both the static and the dynamic checking are provably safe in the sense that all errors flagged are definite violations of the specifications. Finally, we report on an implemented instance of the assertion language and framework.

Towards a concurrent semantics-based analysis of CC and CLP. principles and practice of constraint programming

Abstract is not available.

Automatic parallelization of irregular and pointer-based computations: perspectives from logic and constraint programming

Irregular computations pose some of the most interesting and challenging problems in automatic parallelization. Irregularity appears in certain kinds of numerical problems and is pervasive in symbolic applications. Such computations often use dynamic data structures which make heavy use of pointers. This complicates all the steps of a parallelizing compiler, from independence detection to task partitioning and placement. In the past decade there has been significant progress in the development of parallelizing compilers for logic programming and, more recently, constraint programming. The typical applications of these paradigms frequently involve irregular computations, which arguably makes the techniques used in these compilers potentially interesting. In this paper we introduce in a tutorial way some of the problems faced by parallelizing compilers for logic and constraint programs. These include the need for inter-procedural pointer aliasing analysis for independence detection and having to manage speculative and irregular computations through task granularity control and dynamic task allocation. We also provide pointers to some of the progress made in these áreas. In the associated talk we demónstrate representatives of several generations of these parallelizing compilers.

Visualization designs for constraint logic programming

We address the design and implementation of visual paradigms for observing the execution of constraint logic programs, aiming at debugging, tuning and optimization, and teaching. We focus on the display of data in CLP executions, where representation for constrained variables and for the constrains themselves are seeked. Two tools, VIFID and TRIFID, exemplifying the devised depictions, have been implemented, and are used to showcase the usefulness of the visualizations developed.